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Seabiscuit · 2020年08月18日

问一道题：NO.PZ2015120604000178 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下：

BIM is a well-developed public company and its market capitalization growth rates over past few decades are normally distributed.The population has a mean of 10% and a standard deviation of 5.4%. An investor wants to figure out the probability that BIM's average capitalization growth rate will over 12.32% in the next three years (all the data are monthly statistics).Which of the following option is most accurate?

选项：

A.

0.5%.

B.

1%.

C.

5%.

解释：

A is correct.

It is appropriate to use the central limit theroy to calculate.

Standatd error=5.4%/ √6=0.009

P(X＞12.32%)=P(Z＞ (12.32%-10%)/0.009)=P(Z＞2.58). So the corresponding probability is 0.5%.

怎么看出来双尾的，如果是双尾不应该是增长率等于12.32吗？

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已采纳答案

星星_品职助教 · 2020年08月19日

同学你好，

这道题并不涉及单双尾。

这道题是正态分布标准化的考点，代入标准化的公式后，最后得到的是P(Z＞2.58)，查表就可以得到这个概率为0.5%。

但因为涉及到了2.58这个值，所以可以按照上课老师要求背诵的那一组值直接判断出来P(Z＞2.58)就等于0.5%。

Michelle戀 · 2020年10月17日

请问如何查表得出2.58为0.5%，谢谢

星星_品职助教 · 2020年10月17日

@Michelle戀

这道题要查的是标准正态分布表，可以用原版书后附表查，或者在学员资料处下载z表。

先看纵轴，找到z为2.50那一行；然后看横行，找到0.08。对应的就是z=2.58的值，可以看到这个值为0.9951，即z=2.58这个点左侧面积为99.51%，而本题要求的是z＞2.58，即2.58右侧的面积，就为1-99.51%=0.49%，四舍五入后对应选项中的0.5%

 

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